ML-QuantSubscribe

SSRNPortfolio & Allocation

Equity Return Expectations and Portfolios

Asset managers' equity premium expectations are countercyclical.

Featured in No. 2 on 1 Jun 2023 ·

Released
14 Jan 2021
First featured
No. 2 · 1 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
659
Identifier
SSRN 4451942

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page